Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48390.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46693.49 Kr¶

PnL: ---------------------------------------> 336.49 Kr¶

DD now: ---------------------------------> -8.905 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:17:18.131720'

Anic Portfolio¶

Today¶

Return: -0.163 %¶

This Week¶

Return: 0.325 %¶

Total portfolio value¶

Return including deposits: 58.417 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 -0.650000 5843.200000 146.200000 2.570000 5697.000000
Vitec Software Group B 2 -0.420000 1186.000000 99.000000 9.110000 1087.000000
Investor B 27 -0.350000 5779.350000 88.350000 1.550000 5691.000006
Tethys Oil 109 1.830000 5991.730000 80.730000 1.370000 5911.000022
Lindab International 35 -0.250000 5673.500000 80.500000 1.440000 5593.000000
EnQuest PLC 2351 -0.730000 5788.160000 75.160000 1.320000 5713.000530
AQ Group 12 -0.690000 5190.000000 -73.000000 -1.390000 5262.999996
Volvo B 25 -0.290000 5668.750000 -74.250000 -1.290000 5743.000000
Volvo A 24 -0.340000 5572.800000 -86.200000 -1.520000 5659.000008
TOTAL 46693.490000 336.490000 -8.90474% 46357.000562

Updated:¶

'2023-08-11 09:17:35.414481'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶